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	param	t-stat
$ω$	0.0262	19.23
$α$	0.0585	24.69
$β$	0.9449	657.06
$γ$	-0.0253	-6.77

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S&P GSCI Wheat Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:18.18% (+0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Wheat Index Analyses